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FRUITS: feature extraction using iterated sums for time series classification

  • We introduce a pipeline for time series classification that extracts features based on the iterated-sums signature (ISS) and then applies a linear classifier. These features are intrinsically nonlinear, capture chronological information, and, under certain settings, are invariant to a form of time-warping. We achieve competitive results, both in accuracy and speed, on the UCR archive. We make our code available at https://github.com/irkri/fruits .

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Metadaten
Author: Joscha Diehl, Richard Krieg
URN:urn:nbn:de:gbv:9-opus-126648
DOI:https://doi.org/10.1007/s10618-024-01068-1
ISSN:1384-5810
ISSN:1573-756X
Parent Title (English):Data Mining and Knowledge Discovery
Subtitle (English):FRUITS: feature extraction using...
Publisher:Springer Nature
Place of publication:Berlin
Document Type:Article
Language:English
Date of Publication (online):2024/09/14
Date of first Publication:2024/11/01
Release Date:2025/08/29
Tag:Iterated sums; Time series classification; Tropical semiring
Volume:38
Issue:6
Page Number:35
First Page:4122
Last Page:4156
Faculties:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik und Informatik
Collections:weitere DFG-förderfähige Artikel
Licence (German):License LogoCreative Commons - Namensnennung 4.0 International